COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 201,736 COMMITMENTS 37,909 4,205 54,291 91,729 135,587 183,929 194,083 17,806 7,653 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 4,553) 2 -555 2,205 -169 3,568 2,039 5,218 2,514 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 2.1 26.9 45.5 67.2 91.2 96.2 8.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 107 29 56 56 56 188 121 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,681 COMMITMENTS 13,945 2,190 10,798 17,042 32,016 41,785 45,005 4,896 1,676 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 2,830) 1,273 7 1,190 228 1,626 2,691 2,823 139 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 4.7 23.1 36.5 68.6 89.5 96.4 10.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 54 20 19 24 18 90 46 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 132,115 COMMITMENTS 32,814 18,916 17,660 72,711 90,850 123,185 127,426 8,930 4,689 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -2,823) 5,006 2,314 -6,423 -1,802 4,001 -3,220 -108 397 -2,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 14.3 13.4 55.0 68.8 93.2 96.5 6.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 53 25 35 49 48 117 96 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,078,305 COMMITMENTS 215,194 19,167 275,983 489,738 727,020 980,914 1022170 97,390 56,135 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 40,837) -13,032 3,679 15,593 39,585 21,402 42,146 40,674 -1,309 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 1.8 25.6 45.4 67.4 91.0 94.8 9.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 78 43 75 88 94 208 175 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 193,057 COMMITMENTS 46,077 9,851 58,819 75,793 115,038 180,690 183,708 12,367 9,349 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 10,830) 5,401 -353 4,509 873 7,037 10,783 11,194 47 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 5.1 30.5 39.3 59.6 93.6 95.2 6.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 159 64 102 106 114 319 234 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 42,690 COMMITMENTS 12,924 17,092 4,359 23,529 16,255 40,811 37,705 1,879 4,985 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 3,495) -72 2,309 701 2,547 115 3,177 3,126 318 369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 40.0 10.2 55.1 38.1 95.6 88.3 4.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 14 42 11 7 11 25 60 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 418,780 COMMITMENTS 27,787 95,497 5,195 368,068 298,053 401,051 398,745 17,729 20,035 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -12,043) -4,874 4,752 -1,112 -9,061 -17,708 -15,047 -14,069 3,004 2,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 22.8 1.2 87.9 71.2 95.8 95.2 4.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 22 52 17 87 101 120 159
Updated June 5, 2009